-20.2%
DOW vs TTMI
+421.7%
-441.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | +5.2% | +11.4% | -6.2% | +4.3% |
| 30D | +13.2% | -28.3% | +41.5% | +15.0% |
| 3M | +10.1% | -46.7% | +56.7% | +14.4% |
| 6M | -13.1% | -56.1% | +43.0% | -8.6% |
| YTD | +46.1% | +7.4% | +38.8% | +28.0% |
| 1Y | +50.0% | +17.4% | +32.6% | +27.6% |
| 3Y | -20.2% | +429.1% | -449.4% | -56.0% |
| All | -20.2% | +421.7% | -441.9% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TTMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling